+83.0%
AME vs DUOL
+16.9%
+66.1%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.0% | -4.6% | +0.2% |
| 7D | +5.9% | +3.0% | +2.8% | +5.7% |
| 30D | -1.9% | +18.3% | -20.2% | -2.9% |
| 3M | -5.4% | +14.7% | -20.1% | -6.3% |
| 6M | +4.9% | +57.5% | -52.5% | +1.5% |
| YTD | +18.5% | -5.8% | +24.3% | +18.3% |
| 1Y | +25.5% | -11.4% | +36.8% | +25.8% |
| 3Y | +63.0% | -22.5% | +85.5% | +61.0% |
| 5Y | +78.3% | +6.6% | +71.7% | +62.9% |
| All | +83.0% | +16.9% | +66.1% | +66.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DUOL.
Daily Out/Under-Performance
Portfolio return minus DUOL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUOL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DUOL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling